Jobs

Senior Buy-Side Quantitative Researcher – London


Job details
  • Octavius Finance
  • London
  • 2 weeks ago
Applications closed

We are seeking an experiencedQuantitative Researcherwith10–15 years of experienceinAlpha Research,Portfolio Construction, andAttributionacross multiple asset classes, including Credit, Rates, FX, Structured Products, and their Derivatives. This is a senior-level position offering the opportunity to lead critical quantitative research initiatives and directly influence investment performance within a leading buy-side investment firm.

Key Responsibilities

  • Develop and maintain advanced attribution models and return calculators for various portfolio mandates.
  • Implement and refine methodologies, including risk-adjusted return frameworks such as MPC1.
  • Publish key fixed-income risk and factor analytics, benchmarking results against industry standards.
  • Collaborate with portfolio managers, desk analysts, and the CIO to develop attribution models, factor analyses, and optimization strategies.
  • Oversee daily operational processes and ad hoc tasks to ensure smooth execution.

Qualifications and Skills

  • Education: PhD preferred, MSc required in a quantitative field (e.g., Mathematics, Finance, Computer Science, or Engineering).
  • Quantitative Expertise:
  • Deep knowledge of statistical theory and methods, including PCA, linear/quadratic/mixed-integer optimization, classification, feature identification and selection, and multivariable regressions.
  • Strong understanding of their practical applications, best practices, and optimization techniques.
  • Proven experience in developing risk models, such as VaR, for risk reporting and portfolio optimization.
  • Technical Proficiency:
  • Advanced programming skills in Python, C++, and/or Java.
  • Proficient in creating dashboards and visualizations using Tableau or similar tools.
  • Asset Class Expertise:
  • Significant experience in Credit, Rates, FX, Structured Products, and Derivatives.

Why Join?

  • Leadership Role: This senior position allows you to leverage your expertise to shape investment strategies and drive innovation.
  • Collaborative Environment: Work closely with portfolio managers and senior investment leaders to develop impactful tools and strategies.
  • Innovative Work: Be part of a team at the forefront of applying advanced statistical and optimization methods to investment challenges.


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